+30.7%
CP vs BB
+89.6%
-58.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -1.7% |
| 7D | +2.8% | +3.8% | -1.0% | +2.7% |
| 30D | +10.2% | -0.3% | +10.6% | +10.1% |
| 3M | +2.4% | -0.5% | +2.8% | +2.3% |
| 6M | +7.7% | +45.9% | -38.2% | +6.3% |
| YTD | +26.0% | +130.6% | -104.6% | +22.3% |
| All | +30.7% | +89.6% | -58.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling